Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295558.0314 | 158471.9769 | 137086.0545 | -468370.4827 | -166896.0105 | -301474.4722 |
Total P&L (%) | 295.558 | 158.472 | 137.0861 | -468.3705 | -166.896 | -301.4745 |
Avg Daily Profit (%) | 0.1844 | 0.0989 | 0.0855 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177038 | -106261 | -169055 | -520812 | -250450 | -313896 |
Profit Factor | 1.466 | 1.5196 | 1.4163 | 0.4562 | 0.59 | 0.3362 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 70 | 32 | 38 | 52 | 23 | 29 |
Losing Trades | 45 | 25 | 20 | 63 | 34 | 29 |
Profitability (%) | 60.8696 | 56.1404 | 65.5172 | 45.2174 | 40.3509 | 50 |
Ratio Avg Win / Avg Loss | 0.9424 | 1.1872 | 0.7454 | 0.5527 | 0.8722 | 0.3362 |
Largest Winning Trade | 72927 | 72927 | 36916 | 54907 | 54907 | 17477 |
Largest Losing Trade | -136841 | -54380 | -136841 | -83191 | -55323 | -83191 |
Avg Bars in Trades | 53 | 60 | 46 | 53 | 60 | 46 |
Avg Bars in Winners | 40 | 44 | 37 | 42 | 48 | 38 |
Avg Bars in Losers | 73 | 81 | 64 | 62 | 68 | 54 |
Bars Traded | 6140 | 3440 | 2700 | 6140 | 3440 | 2700 |
Profit Streak | 9.6481 | 0 | 13.3981 | 0 | 45.6481 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334753 | -238826 | -257094 | -582332 | -763166 | -760833 |
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{ "first_band": { "type": "pwma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 35, "offset": 77 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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